Search Results - subject:"Response function"

Befragungsbasierte Methoden zur Ermittlung von Preisresponsefunktionen : Preisbereitschaft oder Kaufbereitschaft?

Müller, Holger; Voigt, Steffen; Erichson, Bernd - 2009

Persistent link: https://www.econbiz.de/10003874668

Cointegration, causality and the transmission of shocks across wheat market in Pakistan

Klasra, Mushtaq - In: Quality & Quantity: International Journal of Methodology 43 (2009) 2, pp. 305-315

Persistent link: https://www.econbiz.de/10009396765

SHOCKING ASPECTS OF MONETARY INTEGRATION (SVAR APPROACH)

MIRDALA, Rajmund - In: Journal of Applied Research in Finance Bi-Annually I (2009) 1, pp. 42-62

One of the most challenging areas relating to the European Monetary Union (EMU) enlargement is the question of new member countries' vulnerability to exogenous shocks related to euro adoption. Even if well prepared, and also considering the business cycles of the EMU candidate countries became...

Persistent link: https://www.econbiz.de/10010711319

EFFECTS OF FISCAL POLICY SHOCKS IN THE EUROPEAN TRANSITION ECONOMIES

MIRDALA, Rajmund - In: Journal of Applied Research in Finance Bi-Annually I (2009) 2, pp. 141-157

EU member countries are currently exposed to negative implications of the economic and financial crisis. In connection with this problem arises the question of an anti-cyclic role of an economic policy or more precisely the (regulatory) role of the government in the economy that seems to be the...

Persistent link: https://www.econbiz.de/10010711336

News and correlations: an impulse response analysis

Le Pen, Yannick; Sévi, Benoît - Université Paris-Dauphine (Paris IX) - 2009

correlations. In a second step, we apply the deﬁnition of the impulse response function in nonlinear models of Koop, Pesaran and … horizon, we estimate the density of the impulse response function with non parametric kernel estimator. These densities show … random shocks and histories. In a second step, we estimate these impulse response function with the observed history for …

Persistent link: https://www.econbiz.de/10011072507

Linkages between international stock markets: A multivariate long-memory approach

Ozdemir, Zeynel Abidin - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 12, pp. 2461-2468

This paper aims to analyze the linkages between international stock markets and to search for an optimum model for analyzing their interactions taking into consideration their geographical location, using the vector fractionally integrated autoregressive moving-average (VARFIMA) model. This...

Persistent link: https://www.econbiz.de/10010873520

Industry effects of monetary policy in Germany

Hayo, Bernd; Uhlenbrock, Birgit - 1999

Persistent link: https://www.econbiz.de/10010516944

Causal relationships between Foreign Institutional Investments and stock returns in India

Babu, M. Suresh; Prabheesh, K.P. - In: International Journal of Trade and Global Markets 1 (2008) 3, pp. 259-265

bidirectional causality between FII flows and stock returns. Further analysis through impulse response function indicates that FII …

Persistent link: https://www.econbiz.de/10005553066

A Study of the J-Curve for Seven Selected Latin American Countries

Hsing, Yu - In: Global Economy Journal 8 (2008) 4, pp. 6-6

This study finds that there is evidence of a J-curve for Chile, Ecuador, and Uruguay and lack of support for a J-curve for Argentina, Brazil, Colombia, and Peru. Increased real income in the home country would improve the trade balance for Brazil and Ecuador and deteriorate the trade balance for...

Persistent link: https://www.econbiz.de/10005585124

Phillips Curves and Unemployment Dynamics: A Critique and a Holistic Perspective

Karanassou, Marika; Sala, Hector; Snower, Dennis - Institut für Weltwirtschaft (IfW) - 2008

The conventional wisdom that inflation and unemployment are unrelated in the long-run implies the compartmentalisation of macroeconomics. While one branch of the literature models inflation dynamics and estimates the unemployment rate compatible with inflation stability, another one determines...

Persistent link: https://www.econbiz.de/10005566179